10 resultados para intra-day data

em Consorci de Serveis Universitaris de Catalunya (CSUC), Spain


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In this paper we check whether generator's bid behavior at the Spanish whosale electricity market is consistent with the hypothesis of profit maximization on their residual demands. Using OMEL data, we find the arc-elacticity of the residual demand around the system marginal price. The results suggest thet the larger firms are not actually profit-msximization. We argue how the regulatory environment may drive these results. Finally, we repeat the analysis for the first session of the intra-day market where presumably firms may not have the same incentives as in the day-ahead market.

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This work presents a comparison between three analytical methods developed for the simultaneous determination of eight quinolones regulated by the European Union (marbofloxacin, ciprofloxacin, danofloxacin, enrofloxacin, difloxacin, sarafloxacin, oxolinic acid and flumequine) in pig muscle, using liquid chromatography with fluorescence detection (LC-FD), liquid chromatography-mass spectrometry (LC-MS) and liquid chromatography-tandem mass spectrometry (LC-MS/MS). The procedures involve an extraction of the quinolones from the tissues, a step for clean-up and preconcentration of the analytes by solid-phase extraction and a subsequent liquid chromatographic analysis. The limits of detection of the methods ranged from 0.1 to 2.1 ng g−1 using LC-FD, from 0.3 to 1.8 using LC-MS and from 0.2 to 0.3 using LC-MS/MS, while inter- and intra-day variability was under 15 % in all cases. Most of those data are notably lower than the maximum residue limits established by the European Union for quinolones in pig tissues. The methods have been applied for the determination of quinolones in six different commercial pig muscle samples purchased in different supermarkets located in the city of Granada (south-east Spain).

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Mikheyev-Smirnov-Wolfenstein (MSW) solutions of the solar neutrino problem predict a seasonal dependence of the zenith angle distribution of the event rates, due to the nonzero latitude at the Super-Kamiokande site. We calculate this seasonal dependence and compare it with the expectations in the no-oscillation case as well as just-so scenario, in the light of the latest Super-Kamiokande 708-day data. The seasonal dependence can be sizable in the large mixing angle MSW solution and would be correlated with the day-night effect. This may be used to discriminate between MSW and just-so scenarios and should be taken into account in refined fits of the data.

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The final year project came to us as an opportunity to get involved in a topic which has appeared to be attractive during the learning process of majoring in economics: statistics and its application to the analysis of economic data, i.e. econometrics.Moreover, the combination of econometrics and computer science is a very hot topic nowadays, given the Information Technologies boom in the last decades and the consequent exponential increase in the amount of data collected and stored day by day. Data analysts able to deal with Big Data and to find useful results from it are verydemanded in these days and, according to our understanding, the work they do, although sometimes controversial in terms of ethics, is a clear source of value added both for private corporations and the public sector. For these reasons, the essence of this project is the study of a statistical instrument valid for the analysis of large datasets which is directly related to computer science: Partial Correlation Networks.The structure of the project has been determined by our objectives through the development of it. At first, the characteristics of the studied instrument are explained, from the basic ideas up to the features of the model behind it, with the final goal of presenting SPACE model as a tool for estimating interconnections in between elements in large data sets. Afterwards, an illustrated simulation is performed in order to show the power and efficiency of the model presented. And at last, the model is put into practice by analyzing a relatively large data set of real world data, with the objective of assessing whether the proposed statistical instrument is valid and useful when applied to a real multivariate time series. In short, our main goals are to present the model and evaluate if Partial Correlation Network Analysis is an effective, useful instrument and allows finding valuable results from Big Data.As a result, the findings all along this project suggest the Partial Correlation Estimation by Joint Sparse Regression Models approach presented by Peng et al. (2009) to work well under the assumption of sparsity of data. Moreover, partial correlation networks are shown to be a very valid tool to represent cross-sectional interconnections in between elements in large data sets.The scope of this project is however limited, as there are some sections in which deeper analysis would have been appropriate. Considering intertemporal connections in between elements, the choice of the tuning parameter lambda, or a deeper analysis of the results in the real data application are examples of aspects in which this project could be completed.To sum up, the analyzed statistical tool has been proved to be a very useful instrument to find relationships that connect the elements present in a large data set. And after all, partial correlation networks allow the owner of this set to observe and analyze the existing linkages that could have been omitted otherwise.

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Monitoring thunderstorms activity is an essential part of operational weather surveillance given their potential hazards, including lightning, hail, heavy rainfall, strong winds or even tornadoes. This study has two main objectives: firstly, the description of a methodology, based on radar and total lightning data to characterise thunderstorms in real-time; secondly, the application of this methodology to 66 thunderstorms that affected Catalonia (NE Spain) in the summer of 2006. An object-oriented tracking procedure is employed, where different observation data types generate four different types of objects (radar 1-km CAPPI reflectivity composites, radar reflectivity volumetric data, cloud-to-ground lightning data and intra-cloud lightning data). In the framework proposed, these objects are the building blocks of a higher level object, the thunderstorm. The methodology is demonstrated with a dataset of thunderstorms whose main characteristics, along the complete life cycle of the convective structures (development, maturity and dissipation), are described statistically. The development and dissipation stages present similar durations in most cases examined. On the contrary, the duration of the maturity phase is much more variable and related to the thunderstorm intensity, defined here in terms of lightning flash rate. Most of the activity of IC and CG flashes is registered in the maturity stage. In the development stage little CG flashes are observed (2% to 5%), while for the dissipation phase is possible to observe a few more CG flashes (10% to 15%). Additionally, a selection of thunderstorms is used to examine general life cycle patterns, obtained from the analysis of normalized (with respect to thunderstorm total duration and maximum value of variables considered) thunderstorm parameters. Among other findings, the study indicates that the normalized duration of the three stages of thunderstorm life cycle is similar in most thunderstorms, with the longest duration corresponding to the maturity stage (approximately 80% of the total time).

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We used high-resolution swath-bathymetry data to characterise the morphology of the abandoned subaqueous Sol de Riu delta lobe in the Ebro Delta, Western Mediterranean Sea. This study aims to assess the influence of an abandoned delta lobe on present-day coastal dynamics in a micro-tidal environment. Detailed mapping of the relict Sol de Riu lobe also showed a set of bedforms interpreted as footprints of human activities: seasonal V-shaped depressions on the middle shoreface due to boat anchoring and old trawling marks between 16 and 18 m water depth. Estimations of the mobility of bottom sediment showed that the shallowest shoreface (i.e. less than 7 m depth) is the most dynamic part of the relict lobe, while the middle shoreface experienced significant morphological changes since the lobe was abandoned. The deepest shoreface (i.e. water depth in excess of 15 m), which corresponds to the front of the lobe, is defined by a very small potential for morphological change. Simulations showed that while the relict lobe does not significantly affect the typical short period waves (Tp ≈4 s) in the study area, it does interfere with the most energetic wave conditions (Tp ≥ 7 s) acting as a shoal leading to the concentration of wave energy along the shoreline northwest of the lobe. The consequence of such modification of the high-energy wave propagation pattern by the relict lobe is an alteration of the wave-induced littoral sediment dynamics with respect to a situation without the lobe.

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The present paper advocates for the creation of a federated, hybrid database in the cloud, integrating law data from all available public sources in one single open access system - adding, in the process, relevant meta-data to the indexed documents, including the identification of social and semantic entities and the relationships between them, using linked open data techniques and standards such as RDF. Examples of potential benefits and applications of this approach are also provided, including, among others, experiences from of our previous research, in which data integration, graph databases and social and semantic networks analysis were used to identify power relations, litigation dynamics and cross-references patterns both intra and inter-institutionally, covering most of the World international economic courts.

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Wide-range spectral coverage of blazar-type active galactic nuclei is of paramount importance for understanding the particle acceleration mechanisms assumed to take place in their jets. The Major Atmospheric Gamma Imaging Cerenkov (MAGIC) telescope participated in three multiwavelength (MWL) campaigns, observing the blazar Markarian (Mkn) 421 during the nights of April 28 and 29, 2006, and June 14, 2006. Aims. We analyzed the corresponding MAGIC very-high energy observations during 9 nights from April 22 to 30, 2006 and on June 14, 2006. We inferred light curves with sub-day resolution and night-by-night energy spectra. Methods. MAGIC detects γ-rays by observing extended air showers in the atmosphere. The obtained air-shower images were analyzed using the standard MAGIC analysis chain. Results. A strong γ-ray signal was detected from Mkn 421 on all observation nights. The flux (E > 250 GeV) varied on night-by-night basis between (0.92±0.11) × 10-10 cm-2 s-1 (0.57 Crab units) and (3.21±0.15) × 10-10 cm-2 s-1 (2.0 Crab units) in April 2006. There is a clear indication for intra-night variability with a doubling time of 36± min on the night of April 29, 2006, establishing once more rapid flux variability for this object. For all individual nights γ-ray spectra could be inferred, with power-law indices ranging from 1.66 to 2.47. We did not find statistically significant correlations between the spectral index and the flux state for individual nights. During the June 2006 campaign, a flux substantially lower than the one measured by the Whipple 10-m telescope four days later was found. Using a log-parabolic power law fit we deduced for some data sets the location of the spectral peak in the very-high energy regime. Our results confirm the indications of rising peak energy with increasing flux, as expected in leptonic acceleration models.

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The Pyrenean mountain range is a slowly deforming belt with continuous and moderate seismic activity. To quantify its deformation field, we present the velocity field estimated from a GPS survey of the Pyrenees spanning 18 yr. The PotSis and ResPyr networks, including a total of 85 GPS sites, were installed and first measured in 1992 and 1995 1997, respectively, and remeasured in 2008 and 2010. We obtain a deformation field with velocities less than 1 mm yr−1 across the range. The estimated velocities for individual stations do not differ significantly from zero with 95 per cent confidence. Even so, we estimate a maximum extensional horizontal strain rate of 2.0 ± 1.7 nanostrain per year in a N S direction in the western part of the range. We do not interpret the vertical displacements due to their large uncertainties. In order to compare the horizontal strain rates with the seismic activity, we analyse a set of 194 focal mechanisms using three methods: (i) the 'r' factor relating their P and T axes, (ii) the stress tensors obtained by fault slip inversion and (iii) the strain-rate tensors. Stress and strain-rate tensors are estimated for: (i) the whole data set, (ii) the eastern and western parts of the range separately, and (iii) eight zones, which are defined based on the seismicity and the tectonic patterns of the Pyrenees. Each of these analyses reveals a lateral variation of the deformation style from compression and extension in the east to extension and strike-slip in the west of the range. Although the horizontal components of the strain-rate tensors estimated from the seismic data are slightly smaller in magnitude than those computed from the GPS velocity field, they are consistent within the 2σ uncertainties. Furthermore, the orientations of their principal axes agree with the mapped active faults.

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We present new optical and infrared photometric observations and high resolution H α spectra of the periodic radio star LSI+61◦303. The optical photometric data set covers the time interval 1985-1993 and amounts to about a hundred nights. A period of ∼26 days is found in the V band. The infrared data also present evidence for a similar periodicity, but with higher amplitude of variation ((0.m 2). The spectroscopic observations include 16 intermediate and high dispersion spectra of LSI+61◦303 collected between January 1989 and February 1993. The H α emission line profile and its variations are analyzed. Several emission line parameters -- among them the H α EW and the width of the H α red hump -- change strongly at or close to radio maximum, and may exhibit periodic variability. We also observe a significant change in the peak separation. The H α profile of LSI+61◦303 does not seem peculiar for a Be star. However, several of the observed variations of the H α profile can probably be associated with the presence of the compact, secondary star.